+207.1%
WMT vs U
-29.6%
+236.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +1.4% |
| 7D | +2.0% | +2.6% | -0.5% | +2.0% |
| 30D | +10.3% | +27.6% | -17.3% | +9.6% |
| 3M | +11.0% | +15.3% | -4.4% | +10.5% |
| 6M | -2.3% | +96.4% | -98.7% | -4.2% |
| YTD | +15.7% | +19.6% | -3.9% | +14.8% |
| 1Y | +26.0% | +42.1% | -16.1% | +24.2% |
| 3Y | +136.5% | +87.5% | +49.0% | +126.2% |
| 5Y | +176.8% | -73.1% | +250.0% | +172.1% |
| All | +207.1% | -29.6% | +236.6% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling